To ensure confidentiality when you return their tests, make sure their score is not showing by ...

turning the test over, or

putting their score on the last page.

Give feedback to the class as a whole regarding the following:

Items most missed.

Mistakes most frequently made.

What was done particularly well.

When going over the test with the class, do refer to their class notes as applicable.
For example, "Look back at your notes on November 4th. What do you have regarding this topic?"

If you don't want students to keep their exams, have them on file and allow students to
review them during office hours.

During class, do not respond to specific questions regarding the details of an
individual students answer. This is a policy you should make them aware of on the first day of class.
Encourage them to see you during office hours regarding the details of their individual answers.

Do consider having students prepare their case in writing if they want you to give
them credit for a question.

Consider full or partial credit for valid arguments.

Ask students to come to your office with specific questions versus "Why is my test
score so low?"

Let individual students know when they have improved, even if it didn't result in extremely
high marks.

Instead of explaining to a student why they missed a question, ask them to "think
out loud." In other words, have them answer the question and tell you out loud their
thinking process.

Consider asking students to write on the exam any questions or concerns they have
regarding the exam. Or, have them complete an attached exam evaluation prior to turning
in the exam to include some or all of the following:

How well did the exam questions reflect the content and what was emphasized?

What questions challenged you to think?

Which questions seemed like trick questions and why?

How difficult did you find the exam?

How much time did you spend studying for the exam?

Were you clear as to what the questions were asking? List the numbers of
those questions you were unclear about.

Are you satisfied with your answers to the questions?

What grade would you assign to this test?

Rather than allow students to make up missed tests/quizzes, consider dropping the
lowest quiz score. If they miss a quiz, that is their dropped quiz.